Approximations of functional integrals with respect to measures generated by solutions of stochastic differential equations (Q4655048)

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scientific article; zbMATH DE number 2143459
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Approximations of functional integrals with respect to measures generated by solutions of stochastic differential equations
scientific article; zbMATH DE number 2143459

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    Approximations of functional integrals with respect to measures generated by solutions of stochastic differential equations (English)
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    10 March 2005
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    nonlinear functionals
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    stochastic differential equations
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    functional integral representation
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    mathematical expectations
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